Why is self harm bad? I'm not hurting anyone else, so I don't really see why they should care or interfere.

It is understandable that you feel annoyed when others pry into your personal issues, self-harm specifically. This is love and compassion from society to make sure you take care of yourself and start treating your body more kindly. Self-harm is in the way to a healing journey. Even when the journey isn't favorable, even when you give up on yourself, feeling helpless, there are people who care and want you to use other safer coping methods.